Gerber-Shiu analysis in some dependent Sparre Andersen risk models
In this thesis, we consider a generalization of the classical Gerber-Shiu function in various risk models. The generalization involves introduction of two new variables in the original penalty function including the surplus prior to ruin and the deficit at ruin. These new variables are the minimum s...
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| Language: | en |
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2010
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| Online Access: | http://hdl.handle.net/10012/5343 |